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Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small
Poskitt, Donald Stephen; Skeels, Christopher L. - In: Journal of econometrics 139 (2007) 1, pp. 217-236
Persistent link: https://www.econbiz.de/10003516757
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Higher-order improvements of the sieve bootstrap for fractionally integrated processes
Poskitt, Donald Stephen; Grose, Simone D.; Martin, Gael M. - In: Journal of econometrics 188 (2015) 1, pp. 94-110
Persistent link: https://www.econbiz.de/10011500263
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Vector autoregressive moving average identification for macroeconomic modeling : a new methodology
Poskitt, Donald Stephen - In: Journal of econometrics 192 (2016) 2, pp. 468-484
Persistent link: https://www.econbiz.de/10011704730
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The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification
Li, Chuhui; Poskitt, Donald Stephen; Zhao, Xueyan - In: Journal of econometrics 209 (2019) 1, pp. 94-113
Persistent link: https://www.econbiz.de/10012302525
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Issues in the estimation of mis-specified models of fractionally integrated processes
Martin, Gael M.; Nadarajah, K.; Poskitt, Donald Stephen - In: Journal of econometrics 215 (2020) 2, pp. 559-573
Persistent link: https://www.econbiz.de/10012439500